Question
A stock has a beta of 4/3 and the volatility of its return is 50%. If the volatility of market returns is 30%, then what
A stock has a beta of 4/3 and the volatility of its return is 50%. If the volatility of market returns is 30%, then what is this stock's idiosyncratic volatility?
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Intermediate Financial Management
Authors: Brigham, Daves
10th Edition
978-1439051764, 1111783659, 9780324594690, 1439051763, 9781111783655, 324594690, 978-1111021573
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